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Inflation, Rational Expectations and the Term Structure of Interest Rates
3 references·16 citing·46 second hop
Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectations and the …Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Term Structure of Interest Rates (1957)The Term Structure of Interes…Value and Capital (1939)Value and CapitalNobel Lecture: Uncertainty Outside and Inside Economic Models (2014)Nobel Lecture: Uncertainty Ou…Has futures trading activity caused stock price volatility? (1995)Has futures trading activity …Chapter 13 The term structure of interest rates (1990)Chapter 13 The term structure…Cointegration and Tests of Present Value Models (1986)Cointegration and Tests of Pr…Stock Prices and Economic News (1985)Stock Prices and Economic NewsStock Prices and Economic News (1984)Stock Prices and Economic NewsThe Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)The Reaction of Stock Prices …The Intertemporal Substitution Model of Labour Market Fluctuations: An Empirical Analysis (1982)The Intertemporal Substitutio…Government financing decisions and asset returns (1982)Government financing decision…A note on maximum likelihood estimation of the rational expectations model of the term structure (1979)A note on maximum likelihood …Rational expectations and the dynamic structure of macroeconomic models (1978)Rational expectations and the…Money, income, and sunspots: Measuring economic relationships and the effects of differencing (1978)Money, income, and sunspots: …Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates (1977)Financial Flow Variables and …Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review (1975)Rational Expectations and the…An Estimate of the Liquidity Premium (1975)An Estimate of the Liquidity …A Note on the Rationality of the Livingston Price Expectations (1975)A Note on the Rationality of …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Econometric policy evaluation: A critique (1976)Rational Expectations and Economic Thought (1979)Ruling out divergent speculative bubbles (1986)On the Inception of Rational Bubbles (1987)The Adjustment of Stock Prices to New Information (1969)Day of the Week Effects and Asset Returns (1981)Business conditions, monetary policy, and expected security returns (1996)The Adjustment of Stock Prices to New Information (2003)Investor sentiment and the stock market’s reaction to monetary policy (2009)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)9. The Ricardian Approach to Budget Deficits (1990)Economic Effects of Sustained Budget Deficits (2003)Budget Deficits, National Saving, and Interest Rates (2004)A Theory of the Consumption Function (1960)Time Series Analysis: Forecasting and Control (1977)The "Austrian" School of Strategy (1992)Testing the Predictive Power of Dividend Yields (1993)An Introduction to Long-Memory Time Series Models and Fractional Differencing (2010)Short- Term Interest Rates as Predictors of Inflation (2021)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Stock Prices and Social Dynamics (1984)Mean Reversion in Equilibrium Asset Prices (1988)The Information in the Longer Maturity Term Structure about Future Inflation (1989)Fiscal Foresight and Information Flows (2013)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)The Adjustment of Stock Prices to Information About Inflation (1981)Macro variables and international stock return predictability (2004)The General Theory of Employment, Interest and Money. (1936)On non-uniqueness in rational expectations models (1983)Learning to Believe in Sunspots (1990)On Testing for Speculative Bubbles (1990)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Bond Supply and Excess Bond Returns (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)Self-fulfilling prophecies (1981)The contingent valuation method: a review (2003)Rare Disasters, Asset Prices, and Welfare Costs (2009)
this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1939Value and Capital2,893 cited
  • 1957The Term Structure of Interest Rates373 cited

Cited by

  • 1985Stock Prices and Economic News420 cited
  • 1984Stock Prices and Economic News380 cited
  • 1982Government financing decisions and asset returns262 cited
  • 1986Cointegration and Tests of Present Value Models260 cited
  • 1978Rational expectations and the dynamic structure of macroeconomic models254 cited
  • 1975Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review241 cited
  • 1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing219 cited
  • 1979A note on maximum likelihood estimation of the rational expectations model of the term structure188 cited
  • 1983The Reaction of Stock Prices to Unanticipated Changes in Money: A Note183 cited
  • 1975A Note on the Rationality of the Livingston Price Expectations176 cited
  • 2014Nobel Lecture: Uncertainty Outside and Inside Economic Models152 cited
  • 1982The Intertemporal Substitution Model of Labour Market Fluctuations: An Empirical Analysis

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151 cited
  • 1990Chapter 13 The term structure of interest rates123 cited
  • 1975An Estimate of the Liquidity Premium122 cited
  • 1995Has futures trading activity caused stock price volatility?117 cited
  • 1977Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates117 cited